Aims & Scope
Algorithmic Finance is both a nascent field of study and a new high-quality academic research journal that seeks to bridge computer science and finance. It covers such applications as:
- High frequency and algorithmic trading
- Statistical arbitrage strategies
- Momentum and other algorithmic portfolio management
- Machine learning and other aspects of computational financial intelligence
- Agent-based finance
- Complexity and market efficiency
- Algorithmic analysis of derivatives valuation
- Behavioral finance examining the algorithms of the investors
- Applications of quantum computation to finance
- News analytics and automated textual analysis
We are seeking papers on the topics listed above, or, more generally, papers at the intersection of theoretical computer science and either theoretical or empirical finance.
Editorial Board
Managing Editor
Philip Maymin
Fairfield University
Fairfield, CT, USA
Editors Emeritus
Jayaram Muthuswamy †
Ken Arrow †
Advisory Board
Herman Chernoff
Harvard University
Cambridge, MA, USA
Leonid Levin
Boston University
Boston, MA, USA
Richard Thaler
University of Chicago
Chicago, IL, USA
Stephen Wolfram
Wolfram Research
Champaign, IL, USA
Associate Editors
Peter Bossaerts
California Institute of Technology
Pasadena, CA, USA
Ming-Yang Kao
Northwestern University
Evanston, IL, USA
Pete Kyle
University of Maryland
College Park, MD, USA
David Leinweber
Lawrence Berkeley National Laboratory
Washington, DC, USA
Richard J. Lipton
Georgia Institute of Technology
Atlanta, GA, USA
Avi Silberschatz
Yale University
New Haven, CT, USA
Robert Webb
University of Virginia
Charlottesville, VA, USA
Affiliate Editors
Giovanni Barone-Adesi
University of Lugano
Lugano, Switzerland
Bruce Lehmann
University of California
Berkeley, CA, USA
Author Guidelines
SUBMISSION OF MANUSCRIPT
By submitting my article to this journal, I agree to the Author Copyright Agreement, the IOS Press Ethics Policy, and the IOS Press Privacy Policy.
13.8.2024: The journal is transferring to a new manuscript submission system- for now authors are requested to submit their manuscript by email to the Journal Manager Kim Willems – k.willems@iospress.nl with subject line ALF new submission.
Required files for final submissions
After the article has been accepted, the authors should submit the final version as source files, including a word processor file of the text, such as Word or LateX (If using LaTeX, please use the standard article.sty as a style file and also send a PDF version of the LaTeX file).
Publication Fee
Algorithmic Finance does not charge a publication fee.
Colour figures
It is possible to have figures printed in colour, provided the cost of their reproduction is paid for by the author. See Preparation of Manuscripts for the required file formats.
Open Access option
The IOS Press Open Library offers authors an Open Access (OA) option. By selecting the OA option, the article will be freely available from the moment it is published, also in the pre-press module. In the Open Library the article processing charges are paid in the form of an Open Access Fee. Authors will receive an Open Access Order Form upon acceptance of their article. Open Access is entirely optional.
See also our website for more information about this option IOS Press Open Library
PREPARATION OF MANUSCRIPTS
Organization of the paper and style of presentation
Manuscripts must be written in English. Authors whose native language is not English are advised to consult a professional English language editing service or a native English speaker prior to submission.
Manuscripts should be prepared with wide margins and double spacing throughout, including the abstract, footnotes and references. Every page of the manuscript, including the title page, references, tables, etc., should be numbered. However, in the text no reference should be made to page numbers; if necessary, one may refer to sections. Try to avoid the excessive use of italics and bold face.
Manuscripts should be organized in the following order:
- Title page
- Body of text (divided by subheadings)
- Acknowledgements
- References
- Tables
- Figure captions
- Figures
Headings and subheadings should be numbered and typed on a separate line, without indentation.
SI units should be used, i.e., the units based on the metre, kilogramme, second, etc.
Title page
The title page should provide the following information:
- Title (should be clear, descriptive and not too long)
- Name(s) of author(s); please indicate who is the corresponding author
- Full affiliation(s)
- Present address of author(s), if different from affiliation
- Complete address of corresponding author, including tel. no., fax no. and e-mail address
- Abstract; should be clear, descriptive, self-explanatory and not longer than 200 words, it should also be suitable for publication in abstracting services
- Keywords
Authorship
IOS Press has adopted Sage’s Authorship Policy. Please go to: Authorship guidelines | SAGE Publications Ltd for details.
Tables
Number as Table 1, Table 2 etc, and refer to all of them in the text.
Each table should be provided on a separate page of the manuscript. Tables should not be included in the text.
Each table should have a brief and self-explanatory title.
Column headings should be brief, but sufficiently explanatory. Standard abbreviations of units of measurement should be added between parentheses.
Vertical lines should not be used to separate columns. Leave some extra space between the columns instead.
Any explanations essential to the understanding of the table should be given in footnotes at the bottom of the table.
REFERENCES
References to other publications must be in Harvard style and carefully checked for completeness, accuracy and consistency. This is very important in an electronic environment because it enables your readers to exploit the Reference Linking facility on the database and link back to the works you have cited through CrossRef.
When making reference to an author's work in your text, their name is followed by the year of publication of their work: In general, when writing for a professional publication, it is good practice to make reference to other relevant published work. This view has been supported in the work of Cormack (1994).
Where you are mentioning a particular part of the work, and making direct reference to this, a page reference should be included: Cormack (1994, pp.32-33) states that "when writing for a professional readership, writers invariably make reference to already published works".
If you make reference to a work or piece of research without mentioning the author in the text then both the author's name and publication year are placed at the relevant point in the sentence or at the end of the sentence in brackets: Making reference to published work appears to be characteristic of writing for a professional audience (Cormack, 1994).
Footnotes
Footnotes should only be used if absolutely essential. In most cases it is possible to incorporate the information in the text.
If used, they should be numbered in the text, indicated by superscript numbers and kept as short as possible.
Figures
Number figures as Fig. 1, Fig. 2, etc and refer to all of them in the text.
Each figure should be provided on a separate sheet. Figures should not be included in the text.
Colour figures can be included, provided the cost of their reproduction is paid for by the author.
For the file formats of the figures please take the following into account:
- Line art should be have a minimum resolution of 600 dpi, save as EPS or TIFF
- Grayscales (incl photos) should have a minimum resolution of 300 dpi (no lettering), or 500 dpi (when there is lettering); save as tiff
- Do not save figures as JPEG, this format may lose information in the process
- Do not use figures taken from the Internet, the resolution will be too low for printing
- Do not use colour in your figures if they are to be printed in black & white, as this will reduce the print quality (note that in software often the default is colour, you should change the settings)
- For figures that should be printed in colour, please send a CMYK encoded EPS or TIFF
Figures should be designed with the format of the page of the journal in mind. They should be of such a size as to allow a reduction of 50%.
On maps and other figures where a scale is needed, use bar scales rather than numerical ones, i.e., do not use scales of the type 1:10,000. This avoids problems if the figures need to be reduced.
Each figure should have a self-explanatory caption. The captions to all figures should be typed on a separate sheet of the manuscript.
Photographs are only acceptable if they have good contrast and intensity.
COPYRIGHT
Copyright of your article
Authors submitting a manuscript do so on the understanding that they have read and agreed to the terms of the IOS Press Author Copyright Agreement.
Article sharing
IOS Press adopted Sage’s Article Sharing Policy from 8th of July 2024.
Please go to: Sage’s Author Archiving and Re-Use Guidelines | SAGE Publications Ltd for details. If your manuscript was submitted prior to 8th of July 2024, please contact editorial@iospress.nl with details of your enquiry.
PROOFS
The corresponding author will receive a PDF proof and is asked to check this proof carefully (the publisher will execute a cursory check only). Corrections other than printer's errors, however, should be avoided. Costs arising from such corrections will be charged to the authors.
PURCHASES
How to order reprints, a PDF file, journals, or IOS Press books
The corresponding author of a contribution to the journal will receive a complimentary PDF Author’s Copy of the article, unless otherwise stated. This PDF copy is watermarked and for personal use only. A free PDF copy will not be provided for conference proceedings and abstract issues. An order form for a PDF file without watermark, reprints or additional journal copies will be provided along with the PDF proof.
If you wish to order reprints of an earlier published article, please contact the publisher for a quotation. IOS Press, Fax: +31 20 687 0019. Email: editorial@iospress.nl.
An author is entitled to 25 % discount on IOS Press books. See Author's discount (25%) on all IOS Press book publications.
KUDOS
Authors of published articles (non-prepress, final articles) will be contacted by Kudos. Kudos is a service that helps researchers maximize the impact and visibility of their research. It allows authors to enrich their articles with lay metadata, add links to related materials and promote their articles through the Kudos system to a wider public. Authors will receive no more than three emails: one invitation and a maximum of two reminders to register for the service and link the published article to their profile. Using and registering for Kudos remains entirely optional. For more information, please have a look at our authors section.
HOW TO PROMOTE YOUR WORK
Would you like some pointers on how to help your research achieve a wider reach and greater impact? Please consult our Promotional Toolkit for Authors for tips.
Please visit the IOS Press Authors page for further information.
Peer Review
Peer Review Process and Process for Appeals
Algorithmic Finance operates a rigorous, timely, blinded peer review process (with an option for double-blind if requested) by experts in the field. Please visit our reviewer guidelines for further information about how to conduct a review.
Manuscripts submitted to Algorithmic Finance will be assessed for suitability for publication in the journal by the Editor-in-Chief. Manuscripts that are deemed unsuitable may be rejected without peer review by the Editor-in-Chief and/or the Associate Editors, and the author will be informed as soon as possible. Manuscripts that are deemed suitable for peer review are forwarded to an Associate Editor with expertise in that area who then recruits appropriate anonymous referees (a minimum of two) for confidential review. Referee reports are then assessed by the Associate Editor, who makes a decision which is then subject to approval of the Editor-in-Chief. Once approved this decision is then conveyed to the author along with the referee’s anonymized reports. The initial decision will be one of the following: rejection, acceptance without revision, or potentially acceptable after minor or major revisions.
Revised manuscripts will be appraised by the Associate Editor, who may seek the opinion of referees (prior or new) before making a decision, which again is subject to approval of the Editor-in-Chief. Once approved, this decision is then conveyed to the author along with the anonymized referee’s reports.
Once accepted, manuscripts are normally published on-line without delay and appear in the next available print issue (published quarterly). The Editor-in-Chief has ultimate responsibility for what is published in the journal. Authors may appeal decisions by contacting the Editor-in-Chief (at editorial@iospress.com). Authors will be informed in writing of the result of their appeal.
Open access
By default, articles published in Algorithmic Finance are available only to institutions and individuals with access rights. However, the journal offers all authors the option to purchase open access publication for their article as part of the IOS Press Open Library. This means that the final published version will be freely available to anyone worldwide, indefinitely, under a Creative Commons license and without the need to purchase access to the article. This is also referred to as “gold” open access.
Gold open access pricing
Authors who choose gold open access publication will be subject to an article publication charge of € 1500 / US$ 1500 for publication under the CC BY-NC 4.0 license or € 2150 / US$ 2150 for publication under the CC BY 4.0 license. Pricing is exclusive of possible taxes. After an article is accepted for publication, the corresponding author will be informed regarding the open access option during the production stages, and will have the opportunity to purchase open access for their article. It could be that the open access fee of an article is waived completely due an institutional agreement IOS Press has with the corresponding authors' institution. Please check the institutional agreements page for details.
Green open access
Authors who do not make use of the gold open access option may still make their article freely available using self-archiving, also referred to as green open access. Authors may make their final accepted manuscript available for free download from their personal or institutional website or institutional archive. This model is free for the author.